BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1 250 0.2 300 0.3 103,903 0 0.0 100 0.1 84,216
NON U.S. 6 2,545 2.4 680 0.7 1,605 1.9 2,180 2.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 2,795 2.6 980 1.0 1,605 1.9 2,280 2.7
CBT CORN U.S. 2 420 0.1 2 0.0 561,094 0 0.0 52 0.0 454,889
NON U.S. 7 21,914 3.9 13,892 2.5 17,317 3.8 13,514 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 22,334 4.0 13,894 2.5 17,317 3.8 13,566 3.0
CBT SOYBEANS U.S. 1 250 0.1 0 0.0 217,737 0 0.0 900 0.5 184,512
NON U.S. 7 3,172 1.5 675 0.3 1,311 0.7 1,025 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 3,422 1.6 675 0.3 1,311 0.7 1,925 1.1
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 2,360 3.7 325 0.5 64,559 1,760 5.4 425 1.3 32,441
NON U.S. 2 1,352 2.1 817 1.3 1,317 4.1 990 3.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,712 5.8 1,142 1.8 3,077 9.5 1,415 4.4
NYME HEATING OIL AVG PRICE OPTIONS U.S. 3 7,632 10.3 1,104 1.5 74,287 3,075 5.6 6,668 12.2 54,847
NON U.S. 3 12,385 16.7 5,770 7.8 4,061 7.4 9,189 16.8
---- --------- ---- --------- ---- --------- ---- --------- ----
6 20,017 27.0 6,874 9.3 7,136 13.0 15,857 29.0
NYME NATURAL GAS U.S. 1 4,360 1.0 1,125 0.2 454,134 662 0.2 475 0.1 332,597
NON U.S. 4 245,450 54.0 1,212 0.3 242,700 73.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 249,810 55.0 2,337 0.5 243,362 73.2 475 0.1
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 158,561 5.0 199,401 6.3 3,141,152 195,243 6.7 158,864 5.4 2,927,458
NON U.S. 9 151,854 4.8 425,943 13.6 183,045 6.3 382,089 13.1
---- --------- ---- --------- ---- --------- ---- --------- ----
12 310,415 9.8 625,344 19.9 378,288 13.0 540,953 18.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 24,400 6.6 34,500 9.4 367,310 27,900 6.3 11,600 2.6 444,662
NON U.S. 11 14,608 4.0 21,339 5.8 24,780 5.6 14,469 3.3
---- --------- ---- --------- ---- --------- ---- --------- ----
14 39,008 10.6 55,839 15.2 52,680 11.9 26,069 5.9
CBT 5-YEAR U.S. TREASURY NOTES U.S. 2 15,526 6.9 4,650 2.1 225,895 0 0.0 950 2.0 47,756
NON U.S. 4 2,300 1.0 6,875 3.0 3,250 6.8 4,775 10.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 17,826 7.9 11,525 5.1 3,250 6.8 5,725 12.0
CBT 30-DAY FEDERAL FUNDS U.S. 4 9,000 1.7 1,688 0.3 532,965 1,400 0.5 16,275 5.5 293,278
NON U.S. 10 51,910 9.7 20,723 3.9 10,195 3.5 1,000 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
14 60,910 11.4 22,411 4.2 11,595 4.0 17,275 5.8
NYME ISO NEW ENGLAND LMP SWAP U.S. 2 880 6.5 80 0.6 13,506 0 0.0 0 0.0 19,496
NON U.S. 3 4,520 33.5 2,330 17.3 7,940 40.7 4,310 22.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,400 40.0 2,410 17.9 7,940 40.7 4,310 22.1
NYME CRUDE OIL, LIGHT SWEET U.S. 4 120,220 5.2 142,297 6.1 2,329,719 140,225 6.0 155,078 6.7 2,322,572
NON U.S. 20 358,316 15.4 417,107 17.9 361,725 15.6 303,871 13.1
---- --------- ---- --------- ---- --------- ---- --------- ----
24 478,536 20.6 559,404 24.0 501,950 21.6 458,949 19.8
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 4 17,962 5.6 38,019 11.8 321,736 38,325 11.1 34,545 10.0 346,673
NON U.S. 8 47,594 14.8 52,732 16.4 40,873 11.8 27,975 8.1
---- --------- ---- --------- ---- --------- ---- --------- ----
12 65,556 20.4 90,751 28.2 79,198 22.9 62,520 18.1
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 59,705 9.6 75,045 12.1 621,129 36,055 6.6 51,922 9.5 544,637
NON U.S. 11 162,860 26.2 153,096 24.6 177,364 32.6 171,619 31.5
---- --------- ---- --------- ---- --------- ---- --------- ----
15 222,565 35.8 228,141 36.7 213,419 39.2 223,541 41.0
NYME BRENT AVG PRICE OPTIONS U.S. 3 4,650 12.1 7,644 19.9 38,504 2,200 9.2 3,750 15.8 23,805
NON U.S. 2 6,630 17.2 950 2.5 1,500 6.3 2,100 8.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,280 29.3 8,594 22.4 3,700 15.5 5,850 24.6
ICUS SUGAR NO. 11 U.S. 1 6,094 1.0 6,230 1.0 597,562 2,290 0.6 11,700 2.9 405,068
NON U.S. 7 22,479 3.8 24,477 4.1 17,685 4.4 18,491 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 28,573 4.8 30,707 5.1 19,975 5.0 30,191 7.5
CMX SILVER U.S. 1 900 1.4 1,650 2.5 66,056 500 2.0 1,100 4.4 24,827
NON U.S. 5 7,737 11.7 7,252 11.0 3,193 12.9 2,565 10.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,637 13.1 8,902 13.5 3,693 14.9 3,665 14.7
CMX GOLD U.S. 1 20,748 7.6 32,055 11.7 273,686 8,229 5.4 7,772 5.1 152,804
NON U.S. 8 29,011 10.6 38,336 14.0 23,227 15.2 30,068 19.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 49,759 18.2 70,391 25.7 31,456 20.6 37,840 24.8
CME JAPANESE YEN U.S. 2 760 1.1 17,990 27.1 66,305 18,060 24.8 9,015 12.4 72,715
NON U.S. 3 200 0.3 198 0.3 200 0.3 1,450 2.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 960 1.4 18,188 27.4 18,260 25.1 10,465 14.4
CME 3-MONTH EURODOLLARS U.S. 9 282,720 2.3 333,310 2.8 12,037,433 99,154 1.4 165,220 2.3 7,208,227
NON U.S. 36 1,713,172 14.2 1,713,374 14.2 885,591 12.3 898,487 12.5
---- --------- ---- --------- ---- --------- ---- --------- ----
45 1,995,892 16.5 2,046,684 17.0 984,745 13.7 1,063,707 14.8
CME E-MINI S&P 500 STOCK INDEX NON U.S. 8 6,276 1.6 2,850 0.7 394,754 900 0.2 2,039 0.4 482,137